I had a propane grill with a natural gas conversion and hookup at one point. Really nice not having to worry about whether there’s enough gas in the propane tank. No discernable difference I could see between cooking on propane vs. natural gas.

I have no idea what it costs to set that up though, that natural gas line setup was already in that house when we moved in. I would have looked into it for my current house, except I’d switched to charcoal before I moved here. Love the flavour of charcoal, but convenient it ain’t.